Anic Equity¶

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Total return since start: 0.559 %¶

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Equity now: -----------------------------> 47635.74 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46240.86 Kr¶

PnL: ---------------------------------------> -647.71 Kr¶

DD now: ---------------------------------> -2.044 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 10:09:23.987052'

Anic Portfolio¶

Today¶

Return: 0.215 %¶

This Week¶

Return: 0.215 %¶

Total¶

Return: 55.947 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 0.130000 2796.500000 160.500000 6.090000 2636.000010
Beijer Electronics Group 26 -0.330000 3125.200000 154.200000 5.190000 2971.000006
Corem Property Group B 59 2.200000 657.260000 80.260000 13.910000 576.999999
Samhällsbyggnadsbo. i Norden B 20 0.240000 426.000000 71.000000 20.000000 355.000000
HMS Networks 2 0.340000 714.400000 41.400000 6.150000 673.000000
FM Mattsson Mora Group B 50 0.000000 2950.000000 23.000000 0.790000 2927.000000
Eastnine 4 1.110000 511.200000 20.200000 4.110000 491.000000
Samhällsbyggnadsbo. i Norden D 12 1.670000 263.520000 17.520000 7.120000 246.000000
Nordea Bank Abp 29 0.620000 3470.720000 16.720000 0.480000 3453.999992
Intrum 4 1.800000 542.000000 15.000000 2.850000 527.000000
Essity A 4 0.170000 1160.000000 11.000000 0.960000 1149.000000
MedCap 2 1.650000 431.000000 10.000000 2.380000 421.000000
Coor Service Management Hold. 8 -0.810000 541.600000 9.600000 1.800000 532.000000
Essity B 2 0.760000 580.800000 6.800000 1.180000 574.000000
OEM International B 7 -0.520000 534.100000 6.100000 1.160000 527.999997
Karnov Group 9 -1.790000 541.800000 5.800000 1.080000 536.000004
Norva24 Group 16 -0.870000 548.480000 5.480000 1.010000 543.000000
AcadeMedia 12 0.170000 562.320000 5.320000 0.960000 557.000004
Midsona B 63 -0.740000 587.790000 4.790000 0.820000 582.999984
Fastighetsbolag. Emilshus Pref 21 0.750000 565.950000 3.950000 0.700000 562.000005
Resurs Holding 22 -1.350000 577.060000 3.060000 0.530000 573.999998
Creaspac SPAC 6 -0.210000 577.800000 0.800000 0.140000 577.000002
Handelsbanken A 5 0.090000 546.250000 0.250000 0.050000 546.000000
Securitas B 6 0.510000 566.520000 -3.480000 -0.610000 570.000000
Boozt 12 -1.220000 1650.000000 -4.000000 -0.240000 1653.999996
Swedbank A 3 -0.510000 558.150000 -5.850000 -1.040000 564.000000
CTEK 13 -0.930000 513.110000 -20.890000 -3.910000 533.999999
SAAB B 8 1.360000 3327.200000 -49.800000 -1.470000 3377.000000
International Petroleum Corp. 5 1.060000 526.000000 -68.570000 -11.530000 594.565215
Sampo Oyj SDB 7 0.190000 3769.500000 -80.500000 -2.090000 3850.000000
Vivesto 1368 -0.410000 531.330000 -81.670000 -13.320000 612.999432
OX2 18 -1.230000 1515.600000 -148.400000 -8.920000 1663.999992
Axfood 13 -0.220000 3547.700000 -208.300000 -5.550000 3756.000001
Ovzon 52 3.300000 3094.000000 -268.000000 -7.970000 3361.999992
Fasadgruppen Group 35 -1.010000 3430.000000 -381.000000 -10.000000 3810.999990
TOTAL 46240.860000 -647.710000 -2.04432% 46888.564618

Updated:¶

'2023-01-16 10:09:36.332447'
None

Last optimization/rebalancing:¶

'2023-01-14'

Next optimization/rebalancing:¶

'2023-02-23'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶